+2,193.2%
STRL vs EXE
+192.2%
+2,000.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | +10.1% | -1.8% | +11.9% | +10.7% |
| 30D | -8.2% | +6.4% | -14.6% | -10.2% |
| 3M | -43.7% | +9.2% | -52.9% | -45.3% |
| 6M | +27.1% | -7.0% | +34.1% | +29.2% |
| YTD | +64.0% | -9.5% | +73.5% | +67.2% |
| 1Y | +75.2% | +6.2% | +68.9% | +67.7% |
| 3Y | +539.9% | +20.7% | +519.2% | +487.6% |
| 5Y | +2,133.0% | +103.6% | +2,029.4% | +1,537.1% |
| All | +2,193.2% | +192.2% | +2,000.9% | +1,410.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling